I switched from Linux to Windows as my desktop shell back in 1999
because Netscape was awful and MSIE was good. Now it's 2004 and
Mozilla has gotten really good and MSIE is still, well, good. Here
are some persistent MSIE bugs that I really hate:

Page title

If you try to load a page and get an error, the window title says
"Cannot find server". All well and good. But if you press reload in
that window and it succeeds in loading the page, the window title
still says "Cannot find server". They don't reset the title.

Cache too big

I set my browser cache high, like half a gig. Disk is cheap,
bandwidth isn't. But there's some weird bug in MSIE where when the
cache gets too big things start misbehaving. External programs like
WinZip or Acrobat have a hard time reading things out of the cache.
The only solution seems to be to flush.